ML estimation for multivariate shock models via an EM...

Annals of the Institute of Statistical Mathematics 2003 / 12 Vol. 55; Iss. 4

ML estimation for multivariate shock models via an EM algorithm

Dimitris Karlis
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Volume:
55
Language:
english
Pages:
14
Journal:
Annals of the Institute of Statistical Mathematics
DOI:
10.1007/bf02523395
Date:
December, 2003
File:
PDF, 813 KB
english, 2003
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